cor_to_cov: Convert correlation matrix to covariance matrix

View source: R/utilities.R

cor_to_covR Documentation

Convert correlation matrix to covariance matrix

Description

Rescale correlation matrix by variable standard deviations to yield a covariance matrix.

Usage

cor_to_cov(m, sds = NULL)

Arguments

m

Symmetric correlation matrix.

sds

Standard deviations of the variables. Set to 1 for all varirables by default.

Value

Symmetric covariance matrix.


simdata documentation built on April 4, 2025, 12:50 a.m.